BNP Paribas Call 170 A 20.09.2024/  DE000PC6L442  /

EUWAX
24/05/2024  08:27:56 Chg.-0.060 Bid22:00:10 Ask22:00:10 Underlying Strike price Expiration date Option type
0.360EUR -14.29% -
Bid Size: -
-
Ask Size: -
Agilent Technologies 170.00 USD 20/09/2024 Call
 

Master data

WKN: PC6L44
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 20/09/2024
Issue date: 14/03/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.55
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -1.78
Time value: 0.38
Break-even: 160.52
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.56
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.29
Theta: -0.04
Omega: 10.44
Rho: 0.12
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.00%
1 Month  
+111.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.360
1M High / 1M Low: 0.500 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.315
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -